Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394500.2063 | 213974.5598 | 180525.6465 | 144551.3932 | 9316.8198 | 135234.5734 |
Total P&L (%) | 394.5002 | 213.9746 | 180.5256 | 144.5514 | 9.3168 | 135.2346 |
Avg Daily Profit (%) | 0.2073 | 0.1124 | 0.0948 | 0.047 | 0.0047 | 0.045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147461 | -76154 | -160219 | -219124 | -153169 | -132040 |
Profit Factor | 1.5565 | 1.5782 | 1.5329 | 1.1419 | 1.0169 | 1.2902 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 45.8716 | 40.7407 | 50.9091 | 45.8716 | 40.7407 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.8367 | 2.2956 | 1.4781 | 1.3475 | 1.4791 | 1.2441 |
Largest Winning Trade | 124313 | 124313 | 57542 | 112517 | 112517 | 106250 |
Largest Losing Trade | -57606 | -42914 | -57606 | -117021 | -65424 | -117021 |
Avg Bars in Trades | 51 | 57 | 45 | 51 | 57 | 45 |
Avg Bars in Winners | 66 | 75 | 59 | 66 | 75 | 59 |
Avg Bars in Losers | 38 | 44 | 30 | 38 | 44 | 30 |
Bars Traded | 5611 | 3104 | 2507 | 5611 | 3104 | 2507 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328683 | -223672 | -244774 | -195868 | -737976 | -312782 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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